E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 07-Jun-2007

Day Change Summary
	Previous	Current
	06-Jun-2007	07-Jun-2007	Change	Change %	Previous Week
Open	1,936.00	1,914.75	-21.25	-1.1%	1,892.00
High	1,938.50	1,923.75	-14.75	-0.8%	1,945.00
Low	1,910.75	1,881.75	-29.00	-1.5%	1,887.50
Close	1,914.00	1,882.50	-31.50	-1.6%	1,932.25
Range	27.75	42.00	14.25	51.4%	57.50
ATR	22.58	23.96	1.39	6.1%	0.00
Volume	369,913	403,128	33,215	9.0%	1,302,327

Daily Pivots for day following 07-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,022.00	1,994.25	1,905.50
R3	1,980.00	1,952.25	1,894.00
R2	1,938.00	1,938.00	1,890.25
R1	1,910.25	1,910.25	1,886.25	1,903.00
PP	1,896.00	1,896.00	1,896.00	1,892.50
S1	1,868.25	1,868.25	1,878.75	1,861.00
S2	1,854.00	1,854.00	1,874.75
S3	1,812.00	1,826.25	1,871.00
S4	1,770.00	1,784.25	1,859.50

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,094.00	2,070.75	1,964.00
R3	2,036.50	2,013.25	1,948.00
R2	1,979.00	1,979.00	1,942.75
R1	1,955.75	1,955.75	1,937.50	1,967.50
PP	1,921.50	1,921.50	1,921.50	1,927.50
S1	1,898.25	1,898.25	1,927.00	1,910.00
S2	1,864.00	1,864.00	1,921.75
S3	1,806.50	1,840.75	1,916.50
S4	1,749.00	1,783.25	1,900.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,945.00	1,881.75	63.25	3.4%	24.50	1.3%	1%	False	True	325,206
10	1,945.00	1,874.00	71.00	3.8%	25.50	1.4%	12%	False	False	347,764
20	1,945.00	1,873.75	71.25	3.8%	25.25	1.3%	12%	False	False	343,430
40	1,945.00	1,802.25	142.75	7.6%	22.25	1.2%	56%	False	False	304,020
60	1,945.00	1,753.25	191.75	10.2%	22.00	1.2%	67%	False	False	288,017
80	1,945.00	1,707.00	238.00	12.6%	24.50	1.3%	74%	False	False	233,868
100	1,945.00	1,707.00	238.00	12.6%	24.50	1.3%	74%	False	False	187,117
120	1,945.00	1,707.00	238.00	12.6%	24.25	1.3%	74%	False	False	155,938

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.33
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,102.25
2.618	2,033.75
1.618	1,991.75
1.000	1,965.75
0.618	1,949.75
HIGH	1,923.75
0.618	1,907.75
0.500	1,902.75
0.382	1,897.75
LOW	1,881.75
0.618	1,855.75
1.000	1,839.75
1.618	1,813.75
2.618	1,771.75
4.250	1,703.25

Fisher Pivots for day following 07-Jun-2007
Pivot	1 day	3 day
R1	1,902.75	1,910.00
PP	1,896.00	1,901.00
S1	1,889.25	1,891.75

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These figures are updated between 7pm and 10pm EST after a trading day.

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